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Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF AVL

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Market dataready · fetched 2026-11-11T14:01:11.585Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:59:53.53981701Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:10.748706+00:00

Share price$33.14
1D+1.0%
$32.56$32.71$32.87$33.03$33.185:30 AM6:30 AM9:00 AM1:00 PMAVL
Sold putSold call

Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF options

Live interpolated AVL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF$0.00$12.06$24.12$36.18$48.25$21.26$26.65$32.04$37.44$42.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AVL spot · $33.14AVL PRICE$0.48$0.52$0.61$0.73$0.86$0.98$1.10$1.21$1.29$1.37$1.45$1.18$1.59$2.09$2.63$3.44$4.27$5.49$7.20$9.83$14.52$24.04$44.71
Puts——
Calls——
Skew——
Implied moveBearish±$6.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.6988.9%15.2%27.29176.5%21.2%
25Δ36.0171.5%10.2%28.58176.8%18.6%
30Δ35.1964.7%8.0%29.77180.2%16.5%
35Δ34.6362.2%6.7%30.95181.5%14.5%
40Δ34.1560.9%5.6%32.16192.5%13.3%
45Δ33.7358.7%4.7%33.49197.4%11.8%
50Δ33.3356.0%3.9%35.05211.3%10.8%
55Δ32.9653.0%3.1%37.05230.0%9.9%
60Δ32.7049.0%2.6%39.93254.3%9.2%
65Δ32.4445.0%2.0%44.77300.5%8.7%
70Δ32.1841.0%1.5%54.39375.8%8.4%
75Δ75.21483.7%8.0%
80Δ

20Δ

Calls
Pseudo strike
37.69
IV
88.9%
B/E move
15.2%
Puts
Pseudo strike
27.29
IV
176.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
36.01
IV
71.5%
B/E move
10.2%
Puts
Pseudo strike
28.58
IV
176.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
35.19
IV
64.7%
B/E move
8.0%
Puts
Pseudo strike
29.77
IV
180.2%
B/E move
16.5%

35Δ

Calls
Pseudo strike
34.63
IV
62.2%
B/E move
6.7%
Puts
Pseudo strike
30.95
IV
181.5%
B/E move
14.5%

40Δ

Calls
Pseudo strike
34.15
IV
60.9%
B/E move
5.6%
Puts
Pseudo strike
32.16
IV
192.5%
B/E move
13.3%

45Δ

Calls
Pseudo strike
33.73
IV
58.7%
B/E move
4.7%
Puts
Pseudo strike
33.49
IV
197.4%
B/E move
11.8%

50Δ

Calls
Pseudo strike
33.33
IV
56.0%
B/E move
3.9%
Puts
Pseudo strike
35.05
IV
211.3%
B/E move
10.8%

55Δ

Calls
Pseudo strike
32.96
IV
53.0%
B/E move
3.1%
Puts
Pseudo strike
37.05
IV
230.0%
B/E move
9.9%

60Δ

Calls
Pseudo strike
32.70
IV
49.0%
B/E move
2.6%
Puts
Pseudo strike
39.93
IV
254.3%
B/E move
9.2%

65Δ

Calls
Pseudo strike
32.44
IV
45.0%
B/E move
2.0%
Puts
Pseudo strike
44.77
IV
300.5%
B/E move
8.7%

70Δ

Calls
Pseudo strike
32.18
IV
41.0%
B/E move
1.5%
Puts
Pseudo strike
54.39
IV
375.8%
B/E move
8.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.21
IV
483.7%
B/E move
8.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.43%
Daily EOD
AVL77.8%84.0%90.3%2026-10-19: 78.63%2026-10-20: 80.84%2026-10-21: 82.54%2026-10-22: 84.94%2026-10-23: 83.43%2026-10-26: 84.89%2026-10-27: 84.93%2026-10-28: 86.05%2026-10-29: 86.31%2026-10-30: 89.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.63%
80.84%
82.54%
84.94%
83.43%
84.89%
84.93%
86.05%
86.31%
89.43%